Here's a note of the larger expiries today 5 Feb
Further to Eamonn's earlier post the ones of real interest are in:
- EURUSD: 1.2300 (EUR 850m) 1.2350 (1.65bln) 1.2550 (1.2bln)
- USDJPY: 108.80 (USD 860m) 109.00 (960m) 110.00 (960m)
- GBPUSD: Ntg of note
- EURGBP: 0.8800 (EUR 670m)
- USDCHF: 0.9265 (USD 400m)
Some large EURUSD again today helping to range-contain.
Tuesday 6 Feb:
- AUDUSD: 0.8000 (AUD 1.1bln)
Remember these are vanilla options and in play right up until expiry even if breached in the meantime, such as today's potential NFPs impact, unlike barrier options which cease to be once broken.
Barrier option on EURUSD at 1.2600 still in play
For more info on how to use this data, please refer to my post here.
